Anic Equity¶

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Total return since start: 0.697 %¶

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Equity now: -----------------------------> 51835.34 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48636.28 Kr¶

PnL: ---------------------------------------> -451.29 Kr¶

DD now: ---------------------------------> -0.21 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 14:39:09.716128'

Anic Portfolio¶

This Week¶

Return: 9.055 %¶

Total¶

Return: 69.681 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.260000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 4.270000 811.600000 138.600000 20.590000 673.000000
Nordea Bank Abp 29 1.070000 3569.320000 115.320000 3.340000 3453.999992
SAAB B 8 1.570000 3470.400000 93.400000 2.770000 3377.000000
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.150000 614.100000 50.100000 8.880000 564.000000
Resurs Holding 22 1.300000 619.300000 45.300000 7.890000 573.999998
MedCap 2 -0.860000 459.000000 38.000000 9.030000 421.000000
AcadeMedia 12 0.410000 593.760000 36.760000 6.600000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.710000 390.200000 35.200000 9.920000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
OEM International B 7 2.190000 554.400000 26.400000 5.000000 527.999997
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 2.330000 585.360000 15.360000 2.690000 570.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Boozt 12 1.990000 1663.200000 9.200000 0.560000 1653.999996
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.920000 1.920000 0.780000 246.000000
Corem Property Group B 59 2.410000 577.320000 0.320000 0.060000 576.999999
Handelsbanken A 5 0.280000 545.750000 -0.250000 -0.050000 546.000000
Karnov Group 9 -0.830000 535.500000 -0.500000 -0.090000 536.000004
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 1.460000 507.130000 -26.870000 -5.030000 533.999999
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -1.390000 537.800000 -36.200000 -6.310000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.470000 1076.000000 -73.000000 -6.350000 1149.000000
OX2 22 4.540000 1850.200000 -138.800000 -6.980000 1989.000002
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
Axfood 15 -3.050000 3910.500000 -389.500000 -9.060000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48631.910000 -455.660000 -0.21833% 49087.564636

Updated:¶

'2023-02-01 14:38:08.210473'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶